The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802): Difference between revisions

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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
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+The elements of statistical learning. Data mining, inference, and prediction
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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+On the correspondence between a screw dislocation in gradient elasticity and a regularized vortex
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